wbsts
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Software:31194
swMATH19367CRANwbstsMaRDI QIDQ31194FDOQ31194
Multiple Change-Point Detection for Nonstationary Time Series
Last update: 12 June 2020
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.1
Source code repository: https://github.com/cran/wbsts
Cited In (8)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
- Multiple change point detection and validation in autoregressive time series data
- Ensemble Binary Segmentation for irregularly spaced data with change-points
- Multiple change-point detection for non-stationary time series using Wild Binary Segmentation
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
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